What If Fed Tapers? How Does a Risk Manager Prepare?

In Part 2 the stress test of Fed tapering QE is discussed as a way to cover for shortcomings of risk models. Incorporating plausible macro scenarios is necessary to make risk models relevant again. RiXtrema researchers, a legendary risk manager Barry Schachter and RiXtrema President Daniel Satchkov participate.

Related Posts

Why Multi-Factor Stress Testing is so Powerful
Ways to Avoid Disclosure Violations
How you may fail in portfolio risk (what to do about it) (Ep. 17)

Leave a Reply

This site uses Akismet to reduce spam. Learn how your comment data is processed.